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Time Series Modelling

The analysis and modeling of time series is of the utmost importance in various fields of application. This Special Issue is a collection of articles on a wide range of topics, covering stochastic models for time series as well as methods for their analysis, univariate and multivariate time series,...

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Bibliographic Details
Main Author: Weiss, Christian H.
Format: eBook
Language:English
Published: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021
Subjects:
Time Series Analysis
Machine Learning
Sarima
Models
Subspace Algorithms
Kernel Density Estimation
Cusum Control Chart
Random Survival Rate
Ingacrch
Counting Series
Robust Estimation
Volatility Fluctuation
Thinning Operator
Humanities / Bicssc
Time Series Of Counts
Nonstationary
Periodic Autoregression
Multivariate Count Data
Missing Data
Minimum Density Power Divergence Estimator
Time Series
Local Field Potential
Electric Power
Long-range Dependence
Extended Binomial Distribution
Varma Models
Unsupervised Learning
Relative Entropy
Setar
Holt-winters
Student's T-process
Spectral Matrix
Inar-type Time Series
Unemployment Rate
Zero-inflation
Multivariate Data Analysis
Bell Distribution
Transactions
Romania
Parameter Estimation
Integer-valued Moving Average Model
Outliers
Bivariate Poisson Ingarch Model
Seasonality
Count Time Series
Statistical Process Monitoring
Ordinal Patterns
Inar
State-space Model
Cointegration
Entropy Based Particle Filter
Bank Failures
Estimation
Neural Network Autoregression
Integer-valued Time Series
Finance
Limit Theorems
Multivariate Time Series
Forecasting Accuracy
Anomaly Detection
Overdispersion
Count Data
Julia Programming Language
Ets
Integer-valued Threshold Models
Dispersion Test
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
Summary:The analysis and modeling of time series is of the utmost importance in various fields of application. This Special Issue is a collection of articles on a wide range of topics, covering stochastic models for time series as well as methods for their analysis, univariate and multivariate time series, real-valued and discrete-valued time series, applications of time series methods to forecasting and statistical process control, and software implementations of methods and models for time series. The proposed approaches and concepts are thoroughly discussed and illustrated with several real-world data examples.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by/4.0/
Physical Description:1 electronic resource (372 p.)
ISBN:9783036521220
9783036521213
books978-3-0365-2122-0

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